A block bootstrap comparison for sparse chains

DOI10.1080/00949650902822572zbMATH Open1432.62279OpenAlexW2129071544MaRDI QIDQ3589984FDOQ3589984

Authors:

Publication date: 17 September 2010

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650902822572

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zbMATH Keywords

bootstrapvariance estimatorsparse chains

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Nonparametric statistical resampling methods (62G09)

Cites Work

• Bootstrap methods: another look at the jackknife
• The jackknife and the bootstrap for general stationary observations
• Title not available (Why is that?)
• On the blockwise bootstrap for empirical processes for stationary sequences
• Blockwise bootstrapped empirical process for stationary sequences
• Bootstrapping Markov chains: Countable case
• Bootstrapping the sample means for stationary mixing sequences
• Decay of correlations for non Hölderian dynamics. A coupling approach
• Variable length Markov chains

Cited In (1)

• A block bootstrap for quasi-likelihood in sparse functional data

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